I've done a few. They are really good!
The prices for having a booth vary unbelievably, here in Toronto...from a few hundred to $5000 for a week at some of the biggest ones.
I don't need a large booth at all, so I opted for the smallest. You can decorate with a few styrofoam cakes, some cake samples to taste, business cards, flyers, small photo albums, etc. (Don't have a full photo album there, or brides can take a LONG time to peruse it and other brides won't wait...they will just walk away. Even better, have a few photos in frames.)
Brides like to know on the spot about your availability, so have a book they can write their name, email address and wedding date down so that you can answer their questions really quickly when the show is over.
A good thing to do is to offer a 10%-15% special discount off their bookings for brides who refer to seeing you at the show!